FpML-EQD FpML EQD WG Agenda 1400 LDN Fri 18 April 2008

[andrew.p.parry@xxxxxxxxxxxx]

* Telephone Conference

Access Number:  +44 20 8328 1756
Participant Code:       *3039*

* Agenda

1. Review actions from our last meeting 1400 LDN 14 Mar 2008

RM advance proposal for MCA updates ( annex revision )

AP change element usage of type PositiveMoney to NonNegativeMoney

IY merge Money and Payment proposal to FpML-5-0
IY get ISDA view on FpML job posting on FpML web site
IY gather expertise on Credit Support Documents for use in document 
IY remove use of element <creditSupportDocument> in example to resolve 
issue 521
IY date from BL/MG for distinct "master" namespace for master schema 

2. ISDA Legal Drafting

Progress update, consequences for FpML, improving legal to technical 
communication 

3. MTF work plan

Detailed planning for execution on the following

3.1 Long Form and Short Form correctness and completeness
3.2 Binary vs Ramp payoff function ( linear ramp is implicit at present )
3.3 Strategy support ( representation, atomic booking or linkage )
3.4 Underlyer as First Class Product
3.5 Return Swap refactoring ( element naming ( ie ) remove interestLegXYZ 
within interest leg, complex types )

4. Issues

4.1 Issue #659

The existing varianceLeg within ReturnSwap should not have been changed in 
any non backward compatible way for the FpML-4-X series

Henri Pegeron is correct that "these were simply erroneously changed over 
the course of 4.3 and can be corrected as soon as possible as errata."

http://www.fpml.org/issues/view.php?id=659

4.2 Issue #666

http://www.fpml.org/issues/view.php?id=666

5. ISDA AGM

Update on ISDA 23rd AGM ( Vienna, April 15-17 ) from ISDA staff

6. ISDA on Demand

ISDA training and education on line, this could be very time and cost 
effective

https://www.isdadocs.org/conf/shopondemand/

7. AOB


Regards

Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan

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